As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland single trades by size from 14.01.2021. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.
1) Market Overview Warrants Switzerland
2) Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-
3) Large Cap Warrant Trades CHF >30’000.-
| Symbol | Underlying | Price | Volume | Turnover |
| SLZIJB | Swiss Life Hldg. N | 2.03 | 150’000 | 304’500 |
| SLZIJB | Swiss Life Hldg. N | 2.02 | 150’000 | 303’000 |
| ROGUMU | Roche AG | 0.72 | 300’000 | 216’000 |
| ROGUMU | Roche AG | 0.7 | 300’000 | 210’000 |
| SLHFJB | Swiss Life Hldg. N | 1.29 | 150’000 | 193’500 |
| SLHFJB | Swiss Life Hldg. N | 1.28 | 150’000 | 192’000 |
| WYROGU | Roche AG | 1.04 | 160’000 | 166’400 |
| LONBGZ | Lonza Group N | 0.9 | 150’000 | 135’000 |
| LHNCJB | LafargeHolcim Ltd. | 0.53 | 250’000 | 132’500 |
| SLHUJB | Swiss Life Hldg. N | 0.65 | 200’000 | 130’000 |
| WCCSGU | Credit Suisse Group AG | 0.33 | 300’000 | 99’000 |
| WCCSGU | Credit Suisse Group AG | 0.32 | 300’000 | 96’000 |
| SLHUJB | Swiss Life Hldg. N | 0.63 | 150’000 | 94’500 |
| LONBGZ | Lonza Group N | 0.92 | 100’000 | 92’000 |
| SIKAEZ | Sika AG | 0.9 | 100’000 | 90’000 |
| SIKAEZ | Sika AG | 0.89 | 100’000 | 89’000 |
| LONBGZ | Lonza Group N | 0.88 | 100’000 | 88’000 |
| LHNAMZ | LafargeHolcim Ltd. | 0.5 | 175’000 | 87’500 |
| LONBGZ | Lonza Group N | 0.86 | 100’000 | 86’000 |
| NOVWRU | Novartis AG | 0.43 | 200’000 | 86’000 |
| NOVWRU | Novartis AG | 0.43 | 200’000 | 86’000 |
| LONBGZ | Lonza Group N | 0.86 | 100’000 | 86’000 |
| SLHAMZ | Swiss Life Hldg. N | 1.09 | 75’000 | 81’750 |
| SLHAMZ | Swiss Life Hldg. N | 1.08 | 75’000 | 81’000 |
| SLHAMZ | Swiss Life Hldg. N | 1.07 | 75’000 | 80’250 |
| ROGBBZ | Roche AG | 0.19 | 390’000 | 74’100 |
| WROBGV | Roche AG | 0.32 | 220’000 | 70’400 |
| ROGBBZ | Roche AG | 0.23 | 300’000 | 69’000 |
| SLHUJB | Swiss Life Hldg. N | 0.67 | 100’000 | 67’000 |
| ROGCGZ | Roche AG | 0.22 | 300’000 | 66’000 |
4) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 